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Egzamin dla Aktuariuszy z 15 czerwca 2002 r. 
 
Prawdopodobieństwo i Statystyka 
 
Zadanie 1 
 

(

)

B

A

A

A

B

A

B

=

=

 

(

)

B

A

B

B

A

A

B

=

=

 

(

)

(

)

( )

3

1

    

2

1

)

(

=

=

A

P

A

B

P

A

P

A

B

P

 

(

)

(

)

(

)

x

B

A

P

OZN

A

P

B

A

P

B

P

A

P

B

A

P

A

P

=

=

=

:

   

3

1

)

(

1

)

(

   

2

1

)

(

)

(

 

p

x

x

p

p

p

x

p

p

x

p

2

1

2

1

3

1

1

2

1

=

=



=

=

 

p

p

p

p

p

p

2

1

3

1

3

1

3

1

1

2

1

=

=

 

3

1

6

5

=

p

 

5

2

5

6

3

1

=

=

p

 

 
Zadanie 2 
 
Rozkład hipergeometryczny 

1

var

1

1

=

n

n

n

pq

n

 

nie ma znaczenia – chodzi o podział na grupy 

(

)

2

1

S

 var

kul

 

14

.

1

S

+

 

( )

1

S

 var

kul

 

6

.

2

 

( )

2

S

 var

kul

 

8

.

3

 

 
1.r=14, n=25, n1=15 
2. r=6 
3. r=8 
 

25

11

25

14

24

10

15

var

.

1

=

 

25

19

25

6

24

10

15

var

.

2

=

 

25

17

25

8

24

10

15

var

.

3

=

 

 

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(

)

(

)

(

)

(

)

48

,

0

5

,

0

17

8

19

6

11

14

25

1

24

10

15

5

,

0

var

var

var

,

cov

2

2

1

2

1

2

1

=

=

+

=

S

S

S

S

S

S

 
Zadanie 3 
 

Jeśli 

(

)





+

=

+

λ

µ

µ

n

GO

BERNOULLIE

n

Y

X

X

λ

P

Y

µ

P

X

;

)

(

),

(

 

(

)

∑∑

=

=

+

+

+

>

=

=

>

1

1

!

!

)

0

(

)

0

(

m

n

µ

m

λ

n

N

M

N

e

m

µ

e

n

λ

m

n

m

M

P

N

P

R

R

P

 

bo jeśli 

N

M

N

R

R

>

+

 tzn. Ŝe max w 

(

)

m

n

m

p

czy 

 

,...,

1

+

=

+

M

N

X

X

 bo jedn. praw. 

∑∑

=

=

=

>

+

>

+

+

=

=

=

>

=

=

=

=

+

=

1

0

)

0

(

0

0

p

  

0

M

0

N

 

dla

0

p

 

0

 

M

0

N

 

dla

!

!

m

n

µ

m

λ

n

Y

X

P

Y

X

Y

X

X

E

e

m

µ

e

n

λ

m

n

m

=

=

>

+

>

+

=

+

=

+

+

=

=

1

)

0

(

)

0

(

)

(

),

(

n

Y

X

P

Y

X

n

Y

X

P

n

Y

X

Y

X

X

E

λ

P

Y

µ

P

X

 

=

=

+

=

+

+

=

=

+

=

+

+

=

1

1

)

(

!

)

(

1

)

(

n

n

µ

λ

n

e

n

µ

λ

µ

λ

µ

n

n

n

Y

X

P

n

Y

X

Y

X

X

E

 

(

)

=

+

+

=

+

+

=

1

)

(

1

!

)

(

n

µ

λ

µ

λ

n

e

µ

λ

µ

e

n

µ

λ

µ

λ

µ

 

 
Zadanie 4 
 





+





=

N

N

S

E

N

N

S

E

N

S

N

N

N

var

var

var

 

N

σ

X

N

N

N

S

N

2

var

,

1

var

=

=

 

µ

EX

N

N

S

E

N

=

=

 

=

=

=

=

=

=

1

1

2

2

1

2

1

)

1

(

1

)

1

(

)

1

(

1

1

n

n

n

n

θ

θ

θ

θ

θ

θ

θ

n

n

N

E

 

θ

σ

N

σ

E

2

2

=



 

θ

σ

µ

θ

σ

ODP

2

2

var

=

+

=

 

 
Zadanie 5 
 

(

)

>

=

=

µ

n

µ

λ

n

λ

n

X

W

f

X

W

f

W

W

W

f

  

2

ln

  

2

ln

  

,...,

1

1

1

1

1

 

( ) (

)

( )

(

)

4

4 8

4

4 7

6

4

4 8

4

4 7

6

1

1

2

ln

2

ln

1

1

=

=

>

+

=

n

n

q

n

µ

p

n

λ

n

W

P

X

E

W

P

X

E

EW

 

background image

(

)

(

)



+

=

+

=

1

1

1

1

2

2

2

1

2

1

n

µ

n

λ

n

n

µ

n

λ

n

q

p

q

q

p

p

 

(

)

(

)

(

)

(

)

µ

n

λ

µ

n

µ

n

λ

n

p

p

p

p

+

=

+

=

2

1

2

2

1

2

1

2

1

1

1

1

 

(

)

λ

µ

µ

µ

λ

µ

n

p

p

p

p

+

=

+

=

2

2

1

2

1

2

1

2

2

:

lim

 

(

)

µ

λ

λ

n

µ

n

λ

n

q

q

q

q

+

=

+

=

2

2

1

2

lim

2

1

2

1

1

 

=

+

+

+

=

+

+



+

=

1

2

1

1

2

2

2

2

1

2

2

1

2

2

1

2

1

2

2

1

2

1

2

2

1

2

1

1

µ

λ

λ

λ

µ

µ

µ

λ

ODP

 

5

4

5

1

5

3

5

4

2

1

2

1

5

4

4

3

=

+

=

+

=

 

 
Zadanie 6 
 





385

,

0

,

100

,

0

2

2

σ

N

Y

σ

N

X

 

(

)

Y

X

P

>

 

Γ

>

=





>

2

1

,

      

100

385

10

385

385

10

2

2

)

1

,

0

(

)

1

,

0

(

Y

X

Y

σ

X

σ

P

σ

σ

Y

σ

σ

X

P

N

N

4

8

47

6

8

7

6

 

)

1

,

1

(

   

85

,

3

)

85

,

3

(

F

X

Y

X

Y

P

X

Y

P

<

=

<

 

Π

=

Γ

Γ

=

+

Γ

=

=

=

=

+

Γ

Γ

85

,

3

0

85

,

3

0

2

2

2

2

2

2

1

)

5

,

0

(

,

85

,

3

)

5

,

0

(

2

1

2

)

5

,

0

(

1

)

1

(

)

5

,

0

(

)

5

,

0

(

1

arctg

dt

t

t

x

t

x

dx

x

x

 

arctgx

x

f

=

)

(

 

2

1

1

)

(

x

x

f

+

=

 

(

)

2

2

1

2

)

(

x

x

x

f

+

=

′′

 

(

)

3

2

2

1

2

6

)

(

x

x

x

f

+

=

′′′

 

( ) (

) ( )

( )

6

2

2

2

2

3

2

1

2

1

3

2

6

1

12

)

(

x

x

x

x

x

x

x

f

IV

+

+

+

=

 

rozwinięcie w Taylora wokół 

1

0

=

x

 

:

bo

 

7

,

0

0

)

1

(

=

ODP

f

IV

 

background image

....

6

)

1

(

8

4

2

)

1

(

2

1

)

1

(

2

1

4

3

2

+

+

Π

x

x

x

 

( )(

)

=

N

k

k

k

k

x

x

x

f

x

f

0

0

0

)

(

!

)

(

 

 
Zadanie 7 
 

( )

=

=

+

=

=

<

=

=

k

k

λ

k

λ

k

λ

k

λ

x

λ

k

e

e

e

e

dx

e

λ

k

W

k

P

k

Z

P

1

)

1

(

,...

2

,

1

  

1

1

1

)

1

(

)

(

 

( )

n

λ

S

λ

e

e

L

1

=

 

( )

1

ln

ln

+

=

λ

e

n

S

λ

L

 

0

1

=

+

=

λ

λ

e

ne

S

λ

 

( )

λ

λ

ne

S

e

=

1

 

S

n

S

e

λ

=

)

(

 

n

S

S

e

λ

=

 

=

=

=

S

n

S

n

S

n

S

S

λ

1

ln

ln

ln

ˆ

 

max

0

1

<

=

′′

λ

λ

e

e

f

 

 
Zadanie 8 
 
F(t)-F(-t)=0,995    t(13) 
Z tego: t=3,735 (moŜna znaleźć dokładne tablice lub przybliŜając) 

)

13

(

13

2

2

2

χ

σ

S

 

po przekształceniach: 

σ

St

σ

X

σ

St

P

N

15

15

14

15

)

1

,

0

(

8

7

6

 

6

,

0

)

96

,

0

(

)

96

,

0

(

15

)

13

(

15





F

F

t

t

t

P

 

 
 
 
 
 
 
 

background image

Zadanie 9 
 
 
 

1

,

0

3

2

2

3

2

)

1

(

2

)

1

(

0

2

2

2

2

=





>

t

e

e

e

e

P

y

x

y

x

 

}

+

>

=

>

+

8

7

6

28

,

1

)

1

,

0

(

0

27

43

2

ln

ln

2

3

3

4

2

1

t

X

P

t

y

X

P

N

 

moc: 

}

76

,

0

43

3

27

7

28

,

1

28

,

1

27

43

3

4

)

1

,

0

(

1

;

43

27

3

7

1

>

=

>

+



N

N

X

P

Y

X

P

4

8

47

6

 (najbliŜej) 

 
Zadanie 10 
 

)

(

)

1

(

n

N

P

n

N

P

ODP

>

+

=

=

 

(

)

+

=

=

+

=

1

0

)

(

1

)

1

(

θ

d

θ

f

θ

n

N

P

n

N

P

 

(

)

(

) (

)

θ

θ

θ

X

P

θ

X

P

θ

n

N

P

n

n

)

1

(

1

0

1

=

=

=

=

+

=

 

+

+

=

+

+

=

=

=

+

=

+

+

1

0

1

0

1

0

2

1

2

1

1

1

2

1

)

1

(

)

1

(

)

1

(

n

n

n

t

n

t

dt

t

t

θ

d

θ

θ

n

N

P

n

n

n

n

 

(

)

>

=

>

1

0

)

(

)

(

θ

f

θ

n

N

P

n

N

P

 

(

)

(

)

(

) (

)

+

=

+

=

+

=

=

=

=

=

=

=

=

=

>

1

1

1

1

1

)

1

(

)

1

(

)

1

(

1

0

n

i

n

i

n

i

n

n

i

i

θ

θ

θ

θ

θ

θ

θ

X

P

θ

X

P

θ

i

N

P

θ

n

N

P

+

=

+

=

=

>

+

1

0

1

0

1

1

1

1

)

1

(

)

(

n

n

t

θ

n

N

P

n

n

 

2

1

)

1

(

)

2

)(

1

(

1

1

1

)

2

)(

1

(

1

2

+

=

+

+

+

=

+

+

+

+

=

n

n

n

n

n

n

n

n

n

ODP

 

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